***********************************************************************************
********"Macroprudential Regulation, Quantitative Easing, and Bank Lending"********
***********************************************************************************
* This file sets up the dataset with prices of the securities held by banks in the 
* sample. We got prices from the Bank of Italy after sending them our ISIN
* (see 06_auxilirydatasets2015_5).
***********************************************************************************
***********************************************************************************


*==================================================================================
**# Bookmark (input)
clear *
import sas using $inputdirectory/isinsprices
rename PRZ_CSDB price
rename PRZ_SINTETIC priceb
rename PRZ_CSDB_AVGM priceavg
rename PRZ_SINTETIC_AVGM priceavgb
rename TO_NUMBER_TO_CHAR_A_DATA_OSS__YY data_oss
tostring(data_oss), replace
gen xxx=date(data_oss, "YMD")
gen time=mofd(xxx)
drop xxx data_oss
format time %tm

**# Bookmark (saving dataset - security prices)
compress
save $inputdirectory/INB_isinsprices2015, replace
